@article{04d4893844f44e9486a1f7fb09a3346c,
title = "Linear stochastic differential equations with functional boundary conditions",
abstract = "We consider linear nth order stochastic differential equations on [0, 1] with linear boundary conditions supported by a finite subset of [0, 1]. We study some features of the solution to these problems, and especially its conditional independence properties of Markovian type.",
keywords = "Markov property, Conditional independence, Markov fields, Convergence of conditional expectations, Linear stochastic differential equations",
author = "Marco Ferrante and Aureli Alabert",
year = "2003",
month = oct,
day = "1",
doi = "10.1214/aop/1068646379",
language = "English",
volume = "31",
pages = "2082--2108",
journal = "Annals of Probability",
issn = "0091-1798",
publisher = "Institute of Mathematical Statistics",
}